+450.0%
SN vs SAN
+247.1%
+202.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.5% |
| 7D | +1.5% | +4.0% | -2.5% | -0.3% |
| 30D | +21.5% | -7.8% | +29.3% | +25.7% |
| 3M | +20.0% | -16.4% | +36.4% | +29.6% |
| 6M | +119.9% | +3.5% | +116.4% | +112.9% |
| YTD | +102.3% | +6.7% | +95.6% | +90.9% |
| 1Y | +148.0% | +14.5% | +133.5% | +126.3% |
| 3Y | +450.0% | +243.5% | +206.5% | +211.9% |
| All | +450.0% | +247.1% | +202.9% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling